相关论文: Parallelizable Feynman-Kac Models for Universal Pr…

We present probabilistic neural programs, a framework for program induction that permits flexible specification of both a computational model and inference algorithm while simultaneously enabling the use of deep neural networks.…

The approximation of the Feynman-Kac semigroups by systems of interacting particles is a very active research field, with applications in many different areas. In this paper, we study the parallelization of such approximations. The total…

Let $f, f_1, \ldots, f_\nV$ be polynomials with rational coefficients in the indeterminates $\bfX=X_1, \ldots, X_n$ of maximum degree $D$ and $V$ be the set of common complex solutions of $\F=(f_1,\ldots, f_\nV)$. We give an algorithm…

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Several particle algorithms admit a Feynman-Kac representation such that the potential function may be expressed as a recursive function which depends on the complete state trajectory. An important example is the mixture Kalman filter, but…

Propositional Projection Temporal Logic (PPTL) is a useful formalism for reasoning about period of time in hardware and software systems and can handle both sequential and parallel compositions. In this paper, based on discrete time Markov…

Many probabilistic programming languages allow programs to be run under constraints in order to carry out Bayesian inference. Running programs under constraints could enable other uses such as rare event simulation and probabilistic…

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

We study weighted particle systems in which new generations are resampled from current particles with probabilities proportional to their weights. This covers a broad class of sequential Monte Carlo (SMC) methods, widely-used in applied…

This article analyses a new class of advanced particle Markov chain Monte Carlo algorithms recently introduced by Andrieu, Doucet, and Holenstein (2010). We present a natural interpretation of these methods in terms of well known…

Proving programs terminating is a fundamental computer science challenge. Recent research has produced powerful tools that can check a wide range of programs for termination. The analog for probabilistic programs, namely termination with…

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In particular, we consider nonlinear Gaussian state-space…

As machine learning is increasingly used in essential systems, it is important to reduce or eliminate the incidence of serious bugs. A growing body of research has developed machine learning algorithms with formal guarantees about…

In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

We present the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs). Prior work in this setting have established only asymptotic convergence guarantees, leaving open the question of…

Inference metaprogramming enables effective probabilistic programming by supporting the decomposition of executions of probabilistic programs into subproblems and the deployment of hybrid probabilistic inference algorithms that apply…

Sequential Monte Carlo (SMC) methods represent a classical set of techniques to simulate a sequence of probability measures through a simple selection/mutation mechanism. However, the associated selection functions and mutation kernels…

This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use…

Calibration of individual based models (IBMs), successful in modeling complex ecological dynamical systems, is often performed only ad-hoc. Bayesian inference can be used for both parameter estimation and uncertainty quantification, but its…